+126.5%
HSY vs NVS
+179.5%
-53.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -14.3% | +14.4% | +5.4% |
| 30D | -5.2% | -10.0% | +4.8% | -2.2% |
| 3M | -3.4% | -10.9% | +7.5% | -0.1% |
| 6M | -19.2% | -12.0% | -7.2% | -16.1% |
| YTD | -2.6% | +2.5% | -5.1% | -4.8% |
| 1Y | -3.8% | +10.7% | -14.5% | -8.9% |
| 3Y | -10.6% | +53.3% | -63.9% | -26.8% |
| 5Y | +12.3% | +93.6% | -81.3% | -18.1% |
| All | +126.5% | +179.5% | -53.0% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling